Journal article

Existence And Uniqueness Of A Mild Solution To The Stochastic Heat Equation With White And Fractional Noises

Year:

2018

Published in:

Theory of Probability and Mathematical Statistics
Fractional Brownian motion
stochastic partial differential equation
Green’s function

We prove the existence and uniqueness of a mild solution for a class of nonautonomous parabolic mixed stochastic partial differential equations defined on a bounded open subset D ⊂ Rd and involving standard and fractional L2(D)-valued Brownian motions. We assume that the coefficients are homogeneous, Lipschitz continuous, and the coefficient at the fractional Brownian motion is an affine function.

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2011
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